noisegen

Arguments

pas

real scalar, the time increment

Tmax

real scalar, the final time of the interval of noise generation

sig

real scalar, the standard deviation of the noise

Description

noisegen() generates a Scilab function b = Noise(t) where Noise(t) is a piecewise constant function (constant on [k*pas, (k+1)*pas]). The value on each constant interval are random values from i.i.d Gaussian variables of standard deviation sig. The function is constant for t <= 0 and t >= Tmax.

Note: Random number generator functions such as rand and grand are another alternative to generate noises from a wide variety of probability distribution (see example 2 below).

Examples

Example #1: noisegen()

noisegen(0.5, 30, 1.0);
x = -5:0.01:35;
y = feval(x, Noise);
plot(x, y);

Example #2: rand()

// Plot a zero mean gaussian white noise with the variance 1.
// To use a different variance, multiply rand() by the square root of the variance.
t = 0:.5:30;
sig = 1; // Standard deviation of the white gaussian noise
noise = sig*rand(t, "normal");
plot2d2(t, noise);

See also

• rand — Random numbers
• grand — Random numbers